+23.9%
ISRG vs TD
+101.6%
-77.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.1% |
| 7D | +4.8% | -1.7% | +6.5% | +5.8% |
| 30D | +9.2% | +8.2% | +1.0% | +5.2% |
| 3M | +21.2% | +1.7% | +19.5% | +20.0% |
| 6M | +0.2% | +14.2% | -14.0% | -6.8% |
| YTD | -20.1% | +32.8% | -52.8% | -31.5% |
| 1Y | -17.3% | +55.5% | -72.8% | -35.0% |
| 3Y | +63.3% | +129.6% | -66.3% | +1.7% |
| All | +23.9% | +101.6% | -77.7% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling